+363.6%
ATI vs SPXS
-79.5%
+443.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | +0.3% |
| 7D | +2.4% | +1.2% | +1.2% | +3.1% |
| 30D | -9.5% | +5.2% | -14.7% | -7.0% |
| 3M | +10.4% | -9.2% | +19.5% | +6.6% |
| 6M | +31.8% | -29.6% | +61.4% | +14.4% |
| YTD | +80.0% | -27.6% | +107.6% | +59.3% |
| 1Y | +175.8% | -36.7% | +212.6% | +132.0% |
| All | +363.6% | -79.5% | +443.1% | +174.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPXS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling